Minimaxity in Estimation of Restricted Parameters

DOI10.14490/JJSS.34.229MaRDI QIDQ4668517zbMATH OpenOpenAlexFDO

Authors Tatsuya Kubokawa

Publication date 19 April 2005

Published in JOURNAL OF THE JAPAN STATISTICAL SOCIETY (Search for Journal in Brave)

Full work available at URL https://doi.org/10.14490/jjss.34.229

zbMATH Keywords

generalized Bayes estimatorlocation familymaximum likelihood estimatorminimaxityrestricted parameterscale family

Mathematics Subject Classification ID

Minimax procedures in statistical decision theory (62C20) Point estimation (62F10) Bayesian inference (62F15) Parametric inference under constraints (62F30)

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• Estimation of a non-negative location parameter with unknown scale
• Estimation of the parameters of an exponential distribution under constrained location
• Estimation in restricted parameter spaces: a review
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• Non-minimaxity of linear combinations of restricted location estimators and related problems
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• Methods for improving estimators of truncated circular parameters
• A Gaussian sequence approach for proving minimaxity: a review
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